1.
Equilibrium pricing for zero coupon bond when the representative's utility shows linear risk tolerance under the linear jump diffusion processes
线性风险容忍度效用下线性跳跃扩散过程的零息债券均衡定价
2.
Controller design for linear jump system in discrete time domains with jump time-delays
具有跳跃时滞的跳跃线性离散系统的控制器设计
3.
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价
4.
Double exponential jump diffusion model for catastrophe bonds pricing;
巨灾债券定价的双指数跳跃扩散模型
5.
Pricing of European Chooser Options on Jump-diffusion Processes;
跳跃-扩散过程下欧式任选期权的定价
6.
Option Pricing with Interest Rate and Stock Have Jump-diffusion Action;
利率、股票有跳跃扩散行为的期权定价
7.
The Valuation Formulas of Reset Put Option with the Jump-diffusion Process;
跳跃扩散型重设卖出期权的定价公式
8.
THE PRICING OF OPTIONS ABOUT FOREIGN EXCHANGE WHOSE RATES ARE DRIVED BY JUMP-DIFFUSION PROCESSES;
跳跃扩散型汇率过程的外汇期权定价
9.
Estimation of Asymmetric Double Exponential Jump-diffusion Model Using MCMC Method
非对称双指数跳跃扩散模型的MCMC估计
10.
Fuzzy Pricing about European Call Option under the Process of Jump-diffusion
跳跃扩散过程下欧式期权的模糊定价
11.
Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;
跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
12.
Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process;
跳跃扩散型离散几何平均亚式期权的定价
13.
Study of Portfolio and Pricing Problems with Jump-Diffusion Processes
基于跳跃—扩散过程的投资组合与定价问题研究
14.
Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;
利率服从Vasicek模型的跳跃扩散外汇期权定价
15.
Option Pricing Method & Application Driven by Asymmetric Jump Diffusion Process;
不对称跳跃—扩散过程的期权定价方法及应用
16.
Bayesian Analysis of Asymmetric Double Exponential Jump-Diffusion Model;
非对称双指数跳跃扩散模型的贝叶斯分析
17.
Evaluation method of mining rights based on jump diffusion interest rates and price;
价格服从跳跃——扩散的矿业权估价方法研究
18.
Empirical Comparison of Three Double-Exponential-Jump-Diffusion Models;
三种双指数跳跃扩散模型实证比较研究